+359.4%
TPR vs ENPH
+2,318.8%
-1,959.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.0% |
| 7D | +6.4% | -10.3% | +16.7% | +7.8% |
| 30D | +13.8% | -10.1% | +23.9% | +14.8% |
| 3M | -16.6% | -33.1% | +16.5% | -12.8% |
| 6M | +0.7% | -24.8% | +25.5% | +1.7% |
| YTD | +5.3% | -11.7% | +17.0% | +2.1% |
| 1Y | +32.4% | -8.2% | +40.6% | +27.5% |
| 3Y | +406.4% | -63.7% | +470.1% | +424.7% |
| 5Y | +227.9% | -88.7% | +316.6% | +279.1% |
| All | +359.4% | +2,318.8% | -1,959.4% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling